Custom field in the SCN for ATR for SPX

October 10th, 2018, 07:52 AM

Hi all, I am new to coding on Think or swim. But trying to create a scan for stocks. I have got hand of how to create scan and add filters for stocks, studies. But I need another filter where I need to add ATR value for SPX into my scan. How do I add a custom field that will show ATR value of SPX?

I have tried below code but it does not calculate for SPX?

input symbol = "SPX";
declare upper;
input length = 9;

input price = close;
input ATR_Length = 14;
input Show_Labels = yes;
def ATR = hullMovingAvg(TrueRange(high(period = AggregationPeriod.DAY)[0], close(period = AggregationPeriod.DAY)[0], low(period = AggregationPeriod.DAY)[0]), ATR_Length);
#Def ATRRatio = ATR/100;
AddLabel(yes, AsText((ATR) / 100, NumberFormat.Three_DECIMAL_PLACES));
#plot myindicator = ATRRatio;

Please advice,
Thanks...Sunny

October 11th, 2018, 03:45 AM

it should work

def ATR = hullMovingAvg(TrueRange(high(period = AggregationPeriod.DAY, symbol = symbol)[0], close(period = AggregationPeriod.DAY, symbol = symbol)[0], low(period = AggregationPeriod.DAY, symbol = symbol)), ATR_Length);

October 11th, 2018, 11:13 PM

AnyDozer - Thanks a lot. Your answer helped me solve ATR calculation issue. But my code below is not taking CLOSE of SPX. It is selecting CLOSE of security in the line this is being calculated in the SCAN.

How do I select CLOSE of SPX?

October 12th, 2018, 06:52 AM

input symbol = "SPX";
def price = close(symbol = symbol);

Custom field in the SCN for ATR for SPX

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Custom field in the SCN for ATR for SPX